+289.2%
BN vs KIM
+64.9%
+224.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +4.3% | +2.8% | +1.5% | +3.0% |
| 30D | +14.3% | +15.9% | -1.6% | +6.5% |
| 3M | -4.1% | +7.8% | -11.9% | -7.5% |
| 6M | -9.7% | +11.9% | -21.5% | -14.7% |
| YTD | -7.1% | +31.0% | -38.2% | -19.0% |
| 1Y | -7.4% | +32.3% | -39.8% | -19.7% |
| 3Y | +102.3% | +65.5% | +36.9% | +58.4% |
| 5Y | +35.9% | +37.2% | -1.3% | +15.6% |
| 10Y | +289.2% | +63.9% | +225.3% | +165.3% |
| All | +289.2% | +64.9% | +224.2% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling